Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JDGTX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS T) | NA | -2.92% | 5.40% | 5.45% | 8.28% | NA | NA | 8.43% |
Data as of 05/20/2022, AR inception is 12/16/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDGTX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS T) | 12/16/2011 | 05/20/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.92 | 5.40 | 5.45 | 8.28 | NA | NA | 8.43 | -4.98 | 10.16 | 2.24 | 16.31 | -3.19 | 16.04 | 5.39 | 7.62 | -1.00 | 20.65 | 11.61 | 3.41 |
| Sharpe Ratio | NA | -0.30 | 0.29 | 0.33 | 0.64 | NA | NA | 0.62 | -1.05 | 1.08 | 0.07 | 2.03 | -0.49 | 3.16 | 0.51 | 0.67 | -0.11 | 1.96 | 1.00 | 10.25 |
| Standard Deviation(%) | NA | 10.21 | 17.50 | 14.40 | 12.53 | NA | NA | 12.48 | 12.18 | 9.38 | 27.23 | 7.34 | 9.24 | 4.90 | 10.10 | 11.28 | 9.61 | 10.52 | 11.66 | 15.22 |
| Draw Down(%) | NA | 7.61 | 31.32 | 31.32 | 31.32 | NA | NA | 31.32 | 6.61 | 8.13 | 31.32 | 4.86 | 8.03 | 2.92 | 6.32 | 7.89 | 11.38 | 8.52 | 10.53 | 1.07 |
| Yield(%) | 0.08 | 3.58 | 3.67 | 3.60 | 5.41 | 3.67 | 2.75 | 5.51 | 1.19 | 3.77 | 2.93 | 4.05 | 2.82 | 3.77 | 2.66 | 4.11 | 6.61 | 9.48 | 3.15 | 0.00 |
Data as of 05/20/2022, AR inception is 12/16/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDGTX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS T) |
1.10%
Mar 2017 - Mar 2020 |
3.90%
Mar 2015 - Mar 2020 |
7.77%
Apr 2012 - Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDGTX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS T) |
13.10%
May 2012 - May 2015 |
11.86%
May 2012 - May 2017 |
8.48%
Jan 2012 - Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart